To cite fxregime in publications use

Achim Zeileis, Ajay Shah, Ila Patnaik (2011). fxregime: Exchange Rate Regime Analysis. R package version 1.0-2. URL http://CRAN.R-project.org/package=fxregime

For the underlying methods, please cite:

Achim Zeileis, Ajay Shah, Ila Patnaik (2010). Testing, Monitoring, and Dating Structural Changes in Exchange Rate Regimes. Computational Statistics & Data Analysis, 54(6), 1696-1706. doi:10.1016/j.csda.2009.12.005

Corresponding BibTeX entries:

  @Manual{,
    title = {fxregime: Exchange Rate Regime Analysis},
    author = {Achim Zeileis and Ajay Shah and Ila Patnaik},
    year = {2011},
    note = {R package version 1.0-2},
    url = {http://CRAN.R-project.org/package=fxregime},
  }

  @Article{,
    title = {Testing, Monitoring, and Dating Structural Changes in
      Exchange Rate Regimes},
    author = {Achim Zeileis and Ajay Shah and Ila Patnaik},
    journal = {Computational Statistics \& Data Analysis},
    year = {2010},
    volume = {54},
    number = {6},
    pages = {1696--1706},
    doi = {10.1016/j.csda.2009.12.005},
  }